-16.4%
MLM vs S
+10.1%
-26.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -2.9% | -7.7% | +4.8% | -2.8% |
| 30D | -6.8% | -5.3% | -1.5% | -6.8% |
| 3M | -11.2% | +20.3% | -31.5% | -11.1% |
| 6M | -21.8% | +47.4% | -69.2% | -22.9% |
| YTD | -17.0% | +32.5% | -49.5% | -17.8% |
| 1Y | -16.4% | +9.5% | -25.9% | -15.3% |
| All | -16.4% | +10.1% | -26.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling